| Trading Metrics calculated at close of trading on 16-Mar-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2007 |
16-Mar-2007 |
Change |
Change % |
Previous Week |
| Open |
1,386.0 |
0.0 |
-1,386.0 |
-100.0% |
1,401.5 |
| High |
1,395.5 |
1,396.1 |
0.6 |
0.0% |
1,410.0 |
| Low |
1,385.3 |
1,396.1 |
10.8 |
0.8% |
1,364.0 |
| Close |
1,391.4 |
1,396.1 |
4.7 |
0.3% |
1,396.1 |
| Range |
10.2 |
0.0 |
-10.2 |
-100.0% |
46.0 |
| ATR |
17.9 |
17.0 |
-0.9 |
-5.3% |
0.0 |
| Volume |
70,422 |
44,542 |
-25,880 |
-36.7% |
415,615 |
|
| Daily Pivots for day following 16-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,396.1 |
1,396.1 |
1,396.1 |
|
| R3 |
1,396.1 |
1,396.1 |
1,396.1 |
|
| R2 |
1,396.1 |
1,396.1 |
1,396.1 |
|
| R1 |
1,396.1 |
1,396.1 |
1,396.1 |
1,396.1 |
| PP |
1,396.1 |
1,396.1 |
1,396.1 |
1,396.1 |
| S1 |
1,396.1 |
1,396.1 |
1,396.1 |
1,396.1 |
| S2 |
1,396.1 |
1,396.1 |
1,396.1 |
|
| S3 |
1,396.1 |
1,396.1 |
1,396.1 |
|
| S4 |
1,396.1 |
1,396.1 |
1,396.1 |
|
|
| Weekly Pivots for week ending 16-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,528.0 |
1,508.1 |
1,421.4 |
|
| R3 |
1,482.0 |
1,462.1 |
1,408.8 |
|
| R2 |
1,436.0 |
1,436.0 |
1,404.6 |
|
| R1 |
1,416.1 |
1,416.1 |
1,400.3 |
1,403.1 |
| PP |
1,390.0 |
1,390.0 |
1,390.0 |
1,383.5 |
| S1 |
1,370.1 |
1,370.1 |
1,391.9 |
1,357.1 |
| S2 |
1,344.0 |
1,344.0 |
1,387.7 |
|
| S3 |
1,298.0 |
1,324.1 |
1,383.5 |
|
| S4 |
1,252.0 |
1,278.1 |
1,370.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,410.0 |
1,364.0 |
46.0 |
3.3% |
14.9 |
1.1% |
70% |
False |
False |
83,123 |
| 10 |
1,411.4 |
1,364.0 |
47.4 |
3.4% |
17.0 |
1.2% |
68% |
False |
False |
93,058 |
| 20 |
1,464.5 |
1,364.0 |
100.5 |
7.2% |
18.8 |
1.3% |
32% |
False |
False |
70,312 |
| 40 |
1,464.5 |
1,364.0 |
100.5 |
7.2% |
14.7 |
1.1% |
32% |
False |
False |
50,458 |
| 60 |
1,464.5 |
1,364.0 |
100.5 |
7.2% |
13.7 |
1.0% |
32% |
False |
False |
42,723 |
| 80 |
1,464.5 |
1,364.0 |
100.5 |
7.2% |
12.7 |
0.9% |
32% |
False |
False |
44,002 |
| 100 |
1,464.5 |
1,364.0 |
100.5 |
7.2% |
11.8 |
0.8% |
32% |
False |
False |
35,574 |
| 120 |
1,464.5 |
1,332.0 |
132.5 |
9.5% |
11.0 |
0.8% |
48% |
False |
False |
29,704 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,396.1 |
|
2.618 |
1,396.1 |
|
1.618 |
1,396.1 |
|
1.000 |
1,396.1 |
|
0.618 |
1,396.1 |
|
HIGH |
1,396.1 |
|
0.618 |
1,396.1 |
|
0.500 |
1,396.1 |
|
0.382 |
1,396.1 |
|
LOW |
1,396.1 |
|
0.618 |
1,396.1 |
|
1.000 |
1,396.1 |
|
1.618 |
1,396.1 |
|
2.618 |
1,396.1 |
|
4.250 |
1,396.1 |
|
|
| Fisher Pivots for day following 16-Mar-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1,396.1 |
1,390.8 |
| PP |
1,396.1 |
1,385.4 |
| S1 |
1,396.1 |
1,380.1 |
|